Struct Calibrated 

pub struct Calibrated {
    pub curve: PiecewiseDiscount,
    pub solves: Vec<PillarSolve>,
    pub knots: Vec<KnotKind>,
    pub sweeps: usize,
    pub provenance: Provenance,
    pub refit: Arc<CurveRefit>,
}

A calibrated curve, and how it was reached.

Fields

curve: PiecewiseDiscount

The solved curve.

solves: Vec<PillarSolve>

One entry per pillar, in solve order.

knots: Vec<KnotKind>

One knot per pillar, in pillar order: the identity a step rung gave its pillar, Anonymous for a plain rung. All anonymous on an ordinary ladder; where any is not, curve_value is a step curve.

sweeps: usize

How many full-curve sweeps moved a pillar after the sequential pass.

Under a local scheme this counts corrections: zero when the ladder was triangular — no rung read past its own pillar — and non-zero when one did, through a payment lag or an index window.

Under a global scheme it counts the fit itself. The sequential pass only seeds there, so a non-zero count carries none of the above meaning and says nothing about lagged rungs.

provenance: Provenance

The ladder this curve reprices, or why it cannot be reported.

refit: Arc<CurveRefit>

What the curve was solved from, kept so it can be solved again from moved quotes.

Implementations

impl Calibrated

pub fn curve_value(&self) -> Curve

The solved curve as a market pins it: a step curve carrying its knots where any rung gave its pillar an identity, the piecewise curve otherwise. Evaluation is identical either way — a step curve is a log-linear curve whose pillars know what they are.

Trait Implementations

impl Clone for Calibrated

fn clone(&self) -> Calibrated

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Calibrated

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl From<Calibrated> for PinnedCurve

fn from(calibrated: Calibrated) -> Self

A solved curve pinned with the ladder it reprices.